Not everything can be imported into iMovie. Files must be in a compatible movie, image, or audio format. Word document files cannot be imported into iMovie, and so the import window shows them as grayed out. Same with Keynote files that are still in a Keynote format. However, I do have an .aiff audio file on my desktop that is not grayed out. All photos and videos are not grayed out.
Instead of using the import window, try dragging the file into iMovie. If it won't go in, them possibly it is in an incompatible format. If the format is in fact compatible but still won't import, then possibly a corrupt iMovie preference is causing the problem.
Try deleting/resetting preferences. To delete/reset preferences close and then open iMovie while holding down the Option and Command keys and select to delete preferences in the box that appears. iMovie will open in a new library. Reopen your old library to get back to your projects. Possibly you may need to reboot to set the changes. Deleting preferences is a safe procedure that will not cause data loss or disruption to your project. Now see if your import function works.
-- Rich